Add C document to sphinx, fix arrow. (#8300)

- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.

doc/contrib/docs.rst

@@ -11,7 +11,7 @@ Documentation and Examples
 *********
 Documents
 *********
-* Documentation is built using `Sphinx <http://www.sphinx-doc.org/en/master/>`_.
+* Python and C documentation is built using `Sphinx <http://www.sphinx-doc.org/en/master/>`_.
 * Each document is written in `reStructuredText <http://www.sphinx-doc.org/en/master/usage/restructuredtext/basics.html>`_.
 * You can build document locally to see the effect, by running